+24.3%
FFIV vs XPO
+39.4%
-15.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +6.9% | +4.3% |
| 7D | +3.5% | -0.9% | +4.4% | +3.5% |
| 30D | -1.3% | -8.1% | +6.8% | 0.0% |
| 3M | +2.4% | -19.0% | +21.4% | +5.6% |
| 6M | +41.8% | -5.2% | +47.0% | +41.2% |
| YTD | +58.5% | +35.6% | +22.9% | +46.5% |
| 1Y | +24.3% | +41.1% | -16.8% | +13.8% |
| All | +24.3% | +39.4% | -15.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling